this question has been plaguing my mind...

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Trish disguised herself as Gloria to get into the order and gain their trust by giving them the Sparda sword.
 
I think Trish wanted to gain their trust so she could get yamato back :).
 
Because she works with Dante... and they where trying to capture him. Even if she did give them the Sparda in her own form they still wont trust her.
 
They know a lot about Dante and what he has done. She works with Dante and also ppl call there to put in bounties or w/e so it wouldn't be hard to find him and her. Even if they never seen Trish before she wouldn't take a risk and go as her self if she needed to change back and help Dante or w/e.